I had this same issue when trying to connect to SSAS via a MSMDPump file, as stated in this article.
String reference not set to an instance of a String. Parameter name: s (mscorlib)
I got the following error message when trying to connect to my MSMDPump.dll via SSMS:
This when I tried to connect via excel:
When I examined the Event Log on this server I would see "Audit Failures":